Functionals of Multidimensional Diffusions with Applications to Finance
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Preise | 2014 | 2018 | 2019 | 2023 |
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Schnitt | € 101,14 | € 93,02 | € 111,16 | € 50,82 |
Nachfrage |
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319007472 bzw. 3319007475, vermutlich in Englisch, Springer, neu, E-Book.
This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. PDF, 13.08.2013.
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319007472 bzw. 3319007475, vermutlich in Englisch, Springer Nature, neu, E-Book, elektronischer Download.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. eBook.
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319007472 bzw. 3319007475, in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319007472 bzw. 3319007475, in Deutsch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319007472 bzw. 3319007475, in Deutsch, Springer-Verlag GmbH, neu, E-Book.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319007472 bzw. 3319007475, in Deutsch, Springer International Publishing, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance als eBook von Jan Baldeaux, Eckhard Platen, Jan Baldeaux, Eckhard Platen (2013)
ISBN: 9783319007472 bzw. 3319007475, in Deutsch, Springer International Publishing, neu.
Functionals of Multidimensional Diffusions with Applications to Finance ab 85.99 EURO Auflage 2013.
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319007472 bzw. 3319007475, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
eBooks, eBook Download (PDF), 2013.